Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
From MaRDI portal
Abstract: This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a simplified convergence analysis. For the rational case, our convergence analysis is based on an exactness result that is connected to work by Bernstein and Van Loan on rank-one updates of rational matrix functions. We demonstrate the usefulness of the derived error bounds for guiding the choice of poles in the rational Krylov method for the exponential function and Markov functions. Low-rank updates of the matrix sign function require additional attention; we develop and analyze a combination of our methods with a squaring trick for this purpose. A curious connection between such updates and existing rational Krylov subspace methods for Sylvester matrix equations is pointed out.
Recommendations
- Low-rank updates of matrix functions
- Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Rational matrix functions and rank-1 updates
- Computation of generalized matrix functions with rational Krylov methods
- Low-rank updates and divide-and-conquer methods for quadratic matrix equations
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Krylov methods for low-rank regularization
- The rational Krylov algorithm for nonlinear matrix eigenvalue problems
- Computing function of large matrices by a preconditioned rational Krylov method
Cites work
- A black-box rational Arnoldi variant for Cauchy-Stieltjes matrix functions
- A new investigation of the extended Krylov subspace method for matrix function evaluations
- A New Iterative Method for Solving Large-Scale Lyapunov Matrix Equations
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- An error analysis for rational Galerkin projection applied to the Sylvester equation
- An iterative method to compute the sign function of a non-Hermitian matrix and its application to the overlap Dirac operator at nonzero chemical potential
- Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
- Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation
- Approximation of exp(-x) by rational functions with concentrated negative poles
- Bounds on the singular values of matrices with displacement structure
- Computational Methods for Linear Matrix Equations
- Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
- Decay properties for functions of matrices over \(C^\ast\)-algebras
- Error Estimates and Evaluation of Matrix Functions via the Faber Transform
- Exponential integrators
- Extended Krylov Subspaces: Approximation of the Matrix Square Root and Related Functions
- Fast spectral projection algorithms for density-matrix computations
- Functions of Matrices
- scientific article; zbMATH DE number 4050200 (Why is no real title available?)
- scientific article; zbMATH DE number 4051976 (Why is no real title available?)
- scientific article; zbMATH DE number 3482665 (Why is no real title available?)
- scientific article; zbMATH DE number 3565290 (Why is no real title available?)
- scientific article; zbMATH DE number 3633705 (Why is no real title available?)
- Linear model reduction and solution of the algebraic Riccati equation by use of the sign function†
- Low-rank updates of matrix functions
- Multilinear operator integrals. Theory and applications
- Network properties revealed through matrix functions
- Newton interpolation at Leja points
- Numerical methods for the QCDd overlap operator. I: Sign-function and error bounds
- On the ADI method for Sylvester equations
- Perturbations of functions of diagonalizable matrices
- Preconditioning Lanczos Approximations to the Matrix Exponential
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Rational matrix functions and rank-1 updates
- RD-rational approximations of the matrix exponential
- Recursion relations for the extended Krylov subspace method
- Sharp constants for rational approximations of analytic functions
- Stable and efficient spectral divide and conquer algorithms for the symmetric eigenvalue decomposition and the SVD
- The Block Rational Arnoldi Method
- The condition number of real Vandermonde, Krylov and positive definite Hankel matrices
Cited in
(17)- Rational matrix functions and rank-1 updates
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Divide-and-conquer methods for functions of matrices with banded or hierarchical low-rank structure
- Computation of generalized matrix functions with rational Krylov methods
- The short-term rational Lanczos method and applications
- Relationship between the characteristic polynomial and the spectrum of a diagonalizable matrix and those of its low-rank update
- Low-rank updates of matrix functions
- Computing the Square Root of a Low-Rank Perturbation of the Scaled Identity Matrix
- Sensitivity of Matrix Function Based Network Communicability Measures: Computational Methods and A Priori Bounds
- Speeding Up Krylov Subspace Methods for Computing \(\boldsymbol{{f}(A){b}}\) via Randomization
- A short-term rational Krylov method for linear inverse problems
- Computing functions of symmetric hierarchically semiseparable matrices
- A low-memory Lanczos method with rational Krylov compression for matrix functions
- A novel Krylov subspace method for approximating Fréchet derivatives of large-scale matrix functions
- Efficient computation of f-centralities and nonbacktracking centrality for temporal networks
- Sketch-and-project method to semi-supervised graph-based learning via Sylvester-class matrix equation
This page was built for publication: Low-Rank Updates of Matrix Functions II: Rational Krylov Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4989950)
